The measurement you are describing is density. Density is the ratio of mass to volume. Density thus has units of mass per unit volume, for example, g/cm^3.

The atoms in solids are tightly packed. The atoms in gases are spread apart. Thus, a solid substance will have more matter (mass) than an equivalent volume of the gas of that substance. The density of a solid is thus higher than that of the same substance when in the form of a gas. 

You can calculate the density of solid and liquid objects easily if you have a balance (scale) and a graduated cylinder. In the case of liquids, you need only to weigh the liquid and measure the volume in the graduated cylinder. Then divide the mass by the volume to find the density. In the case of a solid, you can use water displacement to find the volume. Then find the weight of the solid on the scale and divide by the volume of displaced water to find the density of the solid.